LyondellBasell Industries (Germany) Alpha and Beta Analysis
| DLY Stock | EUR 78.46 1.28 1.61% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as LyondellBasell Industries NV. It also helps investors analyze the systematic and unsystematic risks associated with investing in LyondellBasell Industries over a specified time horizon. Remember, high LyondellBasell Industries' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to LyondellBasell Industries' market risk premium analysis include:
Beta 0.47 | Alpha (0.20) | Risk 1.53 | Sharpe Ratio (0.11) | Expected Return (0.17) |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
LyondellBasell |
LyondellBasell Industries Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. LyondellBasell Industries market risk premium is the additional return an investor will receive from holding LyondellBasell Industries long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in LyondellBasell Industries. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate LyondellBasell Industries' performance over market.| α | -0.2 | β | 0.47 |
LyondellBasell Industries expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of LyondellBasell Industries' Buy-and-hold return. Our buy-and-hold chart shows how LyondellBasell Industries performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.LyondellBasell Industries Market Price Analysis
Market price analysis indicators help investors to evaluate how LyondellBasell Industries stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading LyondellBasell Industries shares will generate the highest return on investment. By understating and applying LyondellBasell Industries stock market price indicators, traders can identify LyondellBasell Industries position entry and exit signals to maximize returns.
LyondellBasell Industries Return and Market Media
The median price of LyondellBasell Industries for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 84.38 with a coefficient of variation of 3.96. The daily time series for the period is distributed with a sample standard deviation of 3.31, arithmetic mean of 83.45, and mean deviation of 2.79. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About LyondellBasell Industries Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including LyondellBasell or other stocks. Alpha measures the amount that position in LyondellBasell Industries has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards LyondellBasell Industries in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, LyondellBasell Industries' short interest history, or implied volatility extrapolated from LyondellBasell Industries options trading.
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Additional Information and Resources on Investing in LyondellBasell Stock
When determining whether LyondellBasell Industries offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of LyondellBasell Industries' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Lyondellbasell Industries Nv Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Lyondellbasell Industries Nv Stock:Check out LyondellBasell Industries Backtesting, LyondellBasell Industries Valuation, LyondellBasell Industries Correlation, LyondellBasell Industries Hype Analysis, LyondellBasell Industries Volatility, LyondellBasell Industries History and analyze LyondellBasell Industries Performance. You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
LyondellBasell Industries technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.